PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ENVA vs. WM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENVA and WM is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ENVA vs. WM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enova International, Inc. (ENVA) and Waste Management, Inc. (WM). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
52.23%
10.34%
ENVA
WM

Key characteristics

Sharpe Ratio

ENVA:

3.55

WM:

1.10

Sortino Ratio

ENVA:

4.23

WM:

1.60

Omega Ratio

ENVA:

1.53

WM:

1.25

Calmar Ratio

ENVA:

8.33

WM:

1.78

Martin Ratio

ENVA:

23.06

WM:

4.05

Ulcer Index

ENVA:

5.01%

WM:

5.23%

Daily Std Dev

ENVA:

32.58%

WM:

19.34%

Max Drawdown

ENVA:

-81.56%

WM:

-77.85%

Current Drawdown

ENVA:

0.00%

WM:

-1.22%

Fundamentals

Market Cap

ENVA:

$3.01B

WM:

$90.28B

EPS

ENVA:

$7.43

WM:

$6.82

PE Ratio

ENVA:

15.68

WM:

32.98

PEG Ratio

ENVA:

0.00

WM:

2.73

Total Revenue (TTM)

ENVA:

$1.93B

WM:

$22.06B

Gross Profit (TTM)

ENVA:

$902.96M

WM:

$7.62B

EBITDA (TTM)

ENVA:

$382.67M

WM:

$6.01B

Returns By Period

In the year-to-date period, ENVA achieves a 21.50% return, which is significantly higher than WM's 11.46% return. Both investments have delivered pretty close results over the past 10 years, with ENVA having a 18.29% annualized return and WM not far behind at 18.05%.


ENVA

YTD

21.50%

1M

17.87%

6M

51.58%

1Y

113.00%

5Y*

41.55%

10Y*

18.29%

WM

YTD

11.46%

1M

10.59%

6M

10.00%

1Y

20.09%

5Y*

14.60%

10Y*

18.05%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ENVA vs. WM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ENVA
The Risk-Adjusted Performance Rank of ENVA is 9898
Overall Rank
The Sharpe Ratio Rank of ENVA is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ENVA is 9797
Sortino Ratio Rank
The Omega Ratio Rank of ENVA is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ENVA is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ENVA is 9898
Martin Ratio Rank

WM
The Risk-Adjusted Performance Rank of WM is 7878
Overall Rank
The Sharpe Ratio Rank of WM is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 7272
Sortino Ratio Rank
The Omega Ratio Rank of WM is 7676
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ENVA vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enova International, Inc. (ENVA) and Waste Management, Inc. (WM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ENVA, currently valued at 3.55, compared to the broader market-2.000.002.004.003.551.10
The chart of Sortino ratio for ENVA, currently valued at 4.23, compared to the broader market-4.00-2.000.002.004.004.231.60
The chart of Omega ratio for ENVA, currently valued at 1.53, compared to the broader market0.501.001.502.001.531.25
The chart of Calmar ratio for ENVA, currently valued at 8.33, compared to the broader market0.002.004.006.008.331.78
The chart of Martin ratio for ENVA, currently valued at 23.06, compared to the broader market-10.000.0010.0020.0030.0023.064.05
ENVA
WM

The current ENVA Sharpe Ratio is 3.55, which is higher than the WM Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of ENVA and WM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
3.55
1.10
ENVA
WM

Dividends

ENVA vs. WM - Dividend Comparison

ENVA has not paid dividends to shareholders, while WM's dividend yield for the trailing twelve months is around 1.33%.


TTM20242023202220212020201920182017201620152014
ENVA
Enova International, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WM
Waste Management, Inc.
1.33%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%

Drawdowns

ENVA vs. WM - Drawdown Comparison

The maximum ENVA drawdown since its inception was -81.56%, roughly equal to the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for ENVA and WM. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-1.22%
ENVA
WM

Volatility

ENVA vs. WM - Volatility Comparison

Enova International, Inc. (ENVA) has a higher volatility of 8.41% compared to Waste Management, Inc. (WM) at 7.23%. This indicates that ENVA's price experiences larger fluctuations and is considered to be riskier than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.41%
7.23%
ENVA
WM

Financials

ENVA vs. WM - Financials Comparison

This section allows you to compare key financial metrics between Enova International, Inc. and Waste Management, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab